Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 886,397 CHF | 896,397 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 906,991 CHF | 916,991 CHF | 99.85% | 99.85% |
11/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 927,068 CHF | 937,068 CHF | 71.48% | 71.48% |
10/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 970,948 CHF | 980,948 CHF | 99.38% | 99.38% |
09/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 998,823 | 998,823 | 970,771 CHF | 980,771 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 954,185 CHF | 964,185 CHF | 99.99% | 99.99% |
05/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 969,758 CHF | 979,758 CHF | 99.56% | 99.56% |
04/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 994,907 CHF | 1,004,910 CHF | 100.00% | 100.00% |
03/07/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,024,010 CHF | 1,034,010 CHF | 99.77% | 99.77% |
02/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,067,140 CHF | 1,077,140 CHF | 99.95% | 99.95% |